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S&P Industrial Select Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.70% (-0.73%)
Analysis last updated: Thursday, February 12, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of S&P Industrial Select Sector Index SGARCH
paramt-stat
ω1.07968.10
α0.10439.57
β0.874274.49
γ10.00131.44
Estimation Period:
Dec 30, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts